Senior Quantitative Analytics Specialist

Location: Bengaluru, India

About this role

Wells Fargo is seeking a Senior Quantitative Analytics Specialist. The Retail Investing and Financial Advice Modeling (RIFAM) team is seeking an experienced quantitative modeling professional with a strong track record in the development, documentation, validation, and governance of quantitative models within the Wealth and Investment Management (WIM) space.

The successful candidate will play a key role in advancing and expanding the firm's modeling capabilities for the Securities Based Lending (SBL) business within the Banking, Lending & Trust (BL&T) business in WIM. This includes the development and enhancement of model-based capabilities in setting the lending and maintenance margin across a broad range of financial products and lending strategies.

A strong understanding of portfolio risk methodologies, including Value-at-Risk (VaR), Expected Shortfall (ES), stress testing, and other quantitative risk modeling techniques is highly desirable. Experience modeling both traditional and more complex financial instruments (linear and non-linear), coupled with knowledge of the securities-based lending business, will be a significant advantage.

Beyond Securities Based Lending, the individual will contribute to a broader portfolio of quantitative models and analytical initiatives across Wealth & Investment Management (WIM), partnering closely with business stakeholders, risk management, model validation, audit, and technology teams. The role offers an opportunity to influence strategic modeling decisions, enhance modeling capabilities, and support the continued evolution of the firm's quantitative modeling framework.

In this role, you will

• Perform highly complex activities related to creation, implementation, and documentation
• Use highly complex statistical theory to quantify, analyze and manage markets
• Forecast losses and compute capital requirements providing insights, regarding a wide array of business initiatives
• Utilize structured securities and provide expertise on theory and mathematics behind the data
• Manage market, credit, and operational risks to forecast losses and compute capital requirements
• Participate in the discussion related to analytical strategies, modeling and forecasting methods
• Identify structure to influence global assessments, inclusive of technical, audit and market perspectives
• Collaborate and consult with regulators, auditors and individuals that are technically oriented and have excellent communication skills

Required Qualifications

• 4+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• Bachelor's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science
• Exp in Python / SQL / GitHub programming skills.

Desired Qualifications

Model development and implementation experience in Financial Services industry

Strong expertise in Securities Based Lending (SBL) modeling, including risk measurement methodologies such as Value-at-Risk (VaR), Expected Shortfall (ES), stress testing, and scenario analysis.

Solid understanding of the securities-based lending business, including collateral risk management and lending portfolio analytics.

Deep experience modeling a broad range of financial products, including equities, fixed income, structured products, pooled investments, floating-rate instruments, ESOPs, IPOs, and digital asset-related products.

Solid understanding of statistics and time series analysis.

Experience with model review, model validation and model lifecycle activities within a large financial institution is desirable.

Working experience developing or benchmarking models in Python.

Experience with GitHub is a must.

Proven track record of delivering high-impact modelling solutions with strong ownership and accountability.

Ability to lead through ambiguity, challenge conventional thinking, and drive informed decision-making.

Strong stakeholder management and collaboration skills, with experience partnering across business, risk, and technology organizations.

Exceptional communication skills, with the ability to translate complex quantitative concepts into clear business insights for executive-level audiences.

Demonstrated ability to operate effectively in fast-paced environments while maintaining a focus on quality, execution, and business value.

Wells Fargo & Company (NYSE: WFC) is a leading global financial services company with over $2.0 trillion in assets and offices in over 37 countries. Founded in 1852, and headquartered in San Francisco, Wells Fargo provides asset management, capital raising and advisory, financing, foreign exchange, payments, risk management, and trade finance services to support customers who conduct business in the global economy. At Wells Fargo, we want to satisfy our customers’ financial needs and help them succeed financially.

We also value the viewpoints of our team members and encourage them to be their best. Join our diverse and inclusive team where you will feel valued and inspired to contribute your unique skills and experience. We are looking for talented people who will put our customers at the center of everything we do. Help us build a better Wells Fargo. It all begins with outstanding talent. It all begins with you.

Posting End Date

27 Oct 2026

*Job posting may come down early due to volume of applicants.

We Value Equal Opportunity

Wells Fargo is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other legally protected characteristic.

Employees support our focus on building strong customer relationships balanced with a strong risk mitigating and compliance-driven culture which firmly establishes those disciplines as critical to the success of our customers and company. They are accountable for execution of all applicable risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes effectively following and adhering to applicable Wells Fargo policies and procedures, appropriately fulfilling risk and compliance obligations, timely and effective escalation and remediation of issues, and making sound risk decisions.

There is emphasis on proactive monitoring, governance, risk identification and escalation, as well as making sound risk decisions commensurate with the business unit’s risk appetite and all risk and compliance program requirements.

Candidates applying to job openings posted in Canada: Applications for employment are encouraged from all qualified candidates, including women, persons with disabilities, aboriginal peoples and visible minorities. Accommodation for applicants with disabilities is available upon request in connection with the recruitment process.

Applicants with Disabilities

To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo.

Drug and Alcohol Policy

Wells Fargo maintains a drug free workplace. Please see our Drug and Alcohol Policy to learn more.

Wells Fargo Recruitment and Hiring Requirements

a. Third-Party recordings are prohibited unless authorized by Wells Fargo.

b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.